Trade event - represents an executed trade. More...

#include <events.hpp>

Collaboration diagram for slick::orderbook::Trade:

Public Member Functions
	Trade () noexcept

	Trade (SymbolId sym, Price p, Quantity q, Timestamp ts, Side aggressor, OrderId passive=0, OrderId aggressive=0, uint8_t flags=0) noexcept

constexpr bool	isLastInBatch () const noexcept
	Check if this is the last update in a batch.

Public Attributes
SymbolId	symbol

Price	price

Quantity	quantity

Timestamp	timestamp

OrderId	aggressive_order_id

OrderId	passive_order_id

Side	aggressor_side

uint8_t	change_flags

Detailed Description

Trade event - represents an executed trade.

Definition at line 115 of file events.hpp.

Constructor & Destructor Documentation

◆ Trade() [1/2]

slick::orderbook::Trade::Trade ( )

inlinenoexcept

Definition at line 125 of file events.hpp.

◆ Trade() [2/2]

slick::orderbook::Trade::Trade	(	SymbolId	sym,
		Price	p,
		Quantity	q,
		Timestamp	ts,
		Side	aggressor,
		OrderId	passive = `0`,
		OrderId	aggressive = `0`,
		uint8_t	flags = `0`
	)

inlinenoexcept

Definition at line 129 of file events.hpp.

Member Function Documentation

◆ isLastInBatch()

constexpr bool slick::orderbook::Trade::isLastInBatch ( ) const

inlineconstexprnoexcept

Check if this is the last update in a batch.

Definition at line 136 of file events.hpp.

References slick::orderbook::LastInBatch.

Member Data Documentation

◆ aggressive_order_id

OrderId slick::orderbook::Trade::aggressive_order_id

Definition at line 120 of file events.hpp.

◆ aggressor_side

Side slick::orderbook::Trade::aggressor_side

Definition at line 122 of file events.hpp.

◆ change_flags

uint8_t slick::orderbook::Trade::change_flags

Definition at line 123 of file events.hpp.

◆ passive_order_id

OrderId slick::orderbook::Trade::passive_order_id

Definition at line 121 of file events.hpp.

◆ price

Price slick::orderbook::Trade::price

Definition at line 117 of file events.hpp.

◆ quantity

Quantity slick::orderbook::Trade::quantity

Definition at line 118 of file events.hpp.

◆ symbol

SymbolId slick::orderbook::Trade::symbol

Definition at line 116 of file events.hpp.

◆ timestamp

Timestamp slick::orderbook::Trade::timestamp

Definition at line 119 of file events.hpp.

The documentation for this struct was generated from the following file:

slick/orderbook/events.hpp

Public Member Functions

Public Attributes